+34.2%
ECHO vs MTCH
+27.4%
+6.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -3.8% |
| 7D | +4.6% | -4.4% | +9.0% | +5.1% |
| 30D | +0.4% | -0.3% | +0.7% | -0.2% |
| 3M | +7.7% | -2.0% | +9.7% | +7.4% |
| 6M | -18.0% | +6.4% | -24.5% | -20.5% |
| YTD | -9.3% | +27.3% | -36.6% | -10.5% |
| 1Y | +34.2% | +30.3% | +3.9% | +30.5% |
| All | +34.2% | +27.4% | +6.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling